+152.3%
AMAT vs EAT
+349.7%
-197.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +1.7% |
| 7D | -2.5% | -5.9% | +3.5% | -0.9% |
| 30D | -26.5% | +0.7% | -27.2% | -27.0% |
| 3M | -28.6% | -14.2% | -14.3% | -26.0% |
| 6M | -14.2% | +40.7% | -55.0% | -24.2% |
| YTD | +45.5% | +36.0% | +9.5% | +28.7% |
| 1Y | +59.3% | +83.1% | -23.7% | +28.1% |
| 3Y | +153.1% | +474.8% | -321.7% | +24.5% |
| All | +152.3% | +349.7% | -197.4% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling